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st: Re: estimation of demand systems


From   "Stephen P. Jenkins" <[email protected]>
To   [email protected]
Subject   st: Re: estimation of demand systems
Date   Thu, 15 Dec 2005 08:11:09 +0000

Several correspondents asked about estimation of demand systems, imposition of
constraints therein, and so on.

-findit demand- reveals:

SJ-2-4  st0029  . . . . . . . .  From the help desk:  Demand system estimation
        (help demand if installed)  . . . . . . . . . . . . . . . .  B. P. Poi
        Q4/02   SJ 2(4):403--410
        example of how to estimate systems of household demand
        equations; techniques for estimating any system of nonlinear
        equations using ml

It's a great article and a good place to start, I would think, for considering
extensions to account for additional endogeneities, etc.

Stephen
--
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/teaching/degree/stephenj/ec968/

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